-12.1%
WDAY vs MDY
+14.2%
-26.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.2% | +3.0% |
| 7D | +1.8% | +2.3% | -0.4% | +2.1% |
| 30D | +4.1% | +2.0% | +2.1% | +4.4% |
| 3M | -4.8% | -5.6% | +0.8% | -5.6% |
| 6M | +68.6% | +1.3% | +67.3% | +68.8% |
| YTD | -8.5% | +12.3% | -20.9% | -13.1% |
| 1Y | -12.1% | +15.8% | -27.9% | -18.8% |
| All | -12.1% | +14.2% | -26.3% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling